+381.8%
DAL vs UEC
+3.7%
+378.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.9% | +5.5% | -3.4% |
| 7D | +4.6% | -20.5% | +25.0% | +6.9% |
| 30D | +2.3% | -35.9% | +38.2% | +6.8% |
| 3M | -8.1% | -39.6% | +31.5% | -3.8% |
| 6M | +21.4% | -55.3% | +76.7% | +29.9% |
| YTD | +24.3% | -44.5% | +68.8% | +29.2% |
| 1Y | +47.4% | -50.4% | +97.8% | +54.3% |
| 3Y | +164.6% | +12.1% | +152.5% | +146.3% |
| 5Y | +100.2% | +41.5% | +58.7% | +73.8% |
| 10Y | +124.9% | +644.8% | -519.9% | +55.1% |
| All | +381.8% | +3.7% | +378.2% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling